Problem solved.
I didn't delete MSYS2 gcc's libraries and it was these libraries that were
linked
rather than mingwbuilds' libraries.
However, even GCC itself does not ask for libgcc_s_dw2, the libgomp DLL
from MSYS2 packages still asks for it, as well as other packages.
Hence the DLL must not be
Today I tried bootstrapping GCC 6.2.1 using PKGBUILD modified from
the MSYS2 one for gcc-git package.
I changed the line
https://github.com/lhmouse/MINGW-packages/blob/master/mingw-w64-gcc-git/PKGBUILD#L148
from `local _conf="--disable-sjlj-exceptions --with-dwarf2"`
to `local _conf="--enable-sjlj